@bmancini55/finance/dist/stats-lognormal.d.ts

Finance utilities for JavaScript

export declare class Lognormal {
    readonly mean: number;
    readonly stddev: number;
    readonly variance: number;
    /**
     * Creates a lognormal distribution with the supplied mean and standard deviation
     * @remarks
     * Refer to https://en.wikipedia.org/wiki/Log-normal_distribution
     *
     * @param mean
     * @param stddev
     */
    constructor(mean: number, stddev: number);
    /**
     * Calculates the approximation of the CDF.
     * @param x
     * @returns
     */
    cdf(x: number): number;
    /**
     * Calculates the derivative of the CDF, the PDF.
     * @param x
     * @returns
     */
    pdf(x: number): number;
    /**
     * Returns the value of X at the specific z-score. This is useful
     * for retrieving the values at say -1, 0, and 1 standard deviation.
     * @param zscore
     * @returns
     */
    zvalue(zscore: number): number;
}